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Re: st:Why fixed effect estimates are different using Stata and SPSS?


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st:Why fixed effect estimates are different using Stata and SPSS?
Date   Tue, 6 Jan 2009 19:10:53 -0500

The two setups are not comparable. In your SPSS syntax, you left out a statement like:
/RANDOM = INTERCEPT | SUBJECT(id)

-Steve
On Jan 6, 2009, at 7:01 PM, Mandy fu wrote:

Hi Statalisters,

I find the results I got from estimating a simple fixed effect model
using Stata are quite different from what using SPSS. I was quite
confused that since SPSS estimates fixed effect using linear mixed
model (LMM), while in Stata when estimating LMM, I should use
-xtmixed- command instead of --xtreg--command.

I'm thinking  I must have misundertood something. Could anyone give me
some clue ?Thanks so much!

Best wishes,
Mandy

[The commands and outputs I used are as follows.]
----------------------------- STATA----------------------------------------------------------------- -----------
. xtset id
. xtreg lnhr lnwg kids ageh agesq disab,fe
---------------------------------------------------------------------- ------------------------------------ lnhr | Coef. Std. Err. t P>|t| [95% Conf. Interval] lnwg | .1647719 .0189379 8.70 0.000 . 1276448 .2018989 kids | -.0011805 .0062019 -0.19 0.849 -. 0133391 .0109781 ageh | .0142179 .0063804 2.23 0.026 . 0017095 .0267263 agesq | -.0001676 .0000814 -2.06 0.039 -. 0003272 -8.10e-06 disab | -.0628007 .0185922 -3.38 0.001 -. 09925 -.0263514 _cons | 6.945659 .1258117 55.21 0.000 6.69901 7.192308
_____________________________________________________________________
----------------------------------SPSS----------------------------
MIXED lnhr WITH lnwg kids ageh agesq disab
   E(0.000001, ABSOLUTE)
  /FIXED=lnwg kids ageh agesq disab | SSTYPE(3)
  /METHOD=REML
  /PRINT=SOLUTION.
---------------------------------------------------------------------- ---------------
Parameter Estimate	Std. Error	df	t	Sig.
Intercept	7.467766	.083797	5314.000	89.117	.000
lnwg	.082290	.009305	5314.000	8.844	.000
kids	.007982	.003652	5314.000	2.186	.029
ageh	-.000745	.004363	5314.000	-.171	.864
agesq	-1.681402E-6	5.407029E-5	5314.000	-.031	.975
disab	-.095341	.016312	5314	-5.845	.000
---------------------------------------------------------------------- ----------------
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